+51.6%
IBIT vs CMG
-21.9%
+73.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.0% | -0.4% | -3.7% |
| 7D | -6.2% | -0.6% | -5.6% | -6.1% |
| 30D | -14.4% | +15.9% | -30.2% | -17.0% |
| 3M | +12.5% | +7.8% | +4.7% | +10.6% |
| 6M | -11.9% | +7.7% | -19.5% | -14.1% |
| YTD | -18.7% | -4.9% | -13.8% | -18.1% |
| 1Y | -29.9% | +12.3% | -42.2% | -32.0% |
| All | +51.6% | -21.9% | +73.4% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CMG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling